Suppose the real risk-free rate is 3.00%, the average expected future inflation rate is 5.90%, and a maturity risk premium of 0.10% per year to maturity applies, i.e., MRP 0.10%(t), where t is the number of years to maturity. What rate of return would you expect on a 1-year Treasury security, assuming the pure expectations theory is NOT valid? Disregard cross product terms, i.e., if averaging is required, use the arithmetic average Oa 7.29% b. 8.91% . 10.35% Od. 9.00% O e. 9.27%